+216.8%
CB vs LPLA
+1,194.2%
-977.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | -0.6% | -2.1% | +1.5% | -0.1% |
| 30D | -3.9% | -3.3% | -0.6% | -3.1% |
| 3M | +4.9% | +23.5% | -18.6% | -1.2% |
| 6M | +3.3% | +12.0% | -8.7% | -0.7% |
| YTD | +8.5% | -1.7% | +10.2% | +7.3% |
| 1Y | +22.1% | +3.2% | +18.8% | +18.3% |
| 3Y | +70.1% | +46.2% | +23.9% | +42.2% |
| 5Y | +97.4% | +144.9% | -47.5% | +32.8% |
| 10Y | +216.8% | +1,195.1% | -978.2% | +43.1% |
| All | +216.8% | +1,194.2% | -977.4% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling